+35.5%
D vs CBOE
+379.3%
-343.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.3% |
| 7D | -1.6% | -3.7% | +2.1% | -0.8% |
| 30D | -3.5% | +2.0% | -5.5% | -4.1% |
| 3M | -1.6% | -4.2% | +2.7% | -1.1% |
| 6M | +5.8% | +1.2% | +4.6% | +4.0% |
| YTD | +14.5% | +15.4% | -0.9% | +8.3% |
| 1Y | +14.2% | +23.5% | -9.3% | +5.9% |
| 3Y | +59.0% | +93.2% | -34.2% | +29.9% |
| 5Y | +5.4% | +142.0% | -136.6% | -20.0% |
| All | +35.5% | +379.3% | -343.8% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CBOE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling